-53.3%
QS vs CRBG
+117.3%
-170.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | -3.6% | +0.6% | -4.2% | -4.0% |
| 30D | -17.2% | +2.6% | -19.9% | -18.7% |
| 3M | -27.0% | +24.0% | -51.0% | -36.3% |
| 6M | -24.6% | +50.5% | -75.1% | -42.1% |
| YTD | -49.3% | +17.1% | -66.5% | -54.7% |
| 1Y | -40.3% | +5.9% | -46.2% | -43.1% |
| 3Y | -23.8% | +122.7% | -146.5% | -56.3% |
| All | -53.3% | +117.3% | -170.6% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling